To quote from What HAProxy is and is not (Official documentation) directly:

HAProxy is not :
...
- a static web server : during startup, it isolates itself inside a chroot jail and drops its privileges, so that it will not perform any single file- system access once started. As such it cannot be turned into a static web server (dynamic servers are supported through FastCGI however). There are excellent open-source software for this such as Apache or Nginx, and HAProxy can be easily installed in front of them to provide load balancing, high availability and acceleration.